+658.1%
ZBRA vs SFM
+132.6%
+525.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | -1.7% | -4.4% | +2.7% | -1.1% |
| 3M | +47.8% | +1.5% | +46.2% | +46.4% |
| 6M | +56.7% | +6.5% | +50.3% | +53.2% |
| YTD | +49.4% | +2.2% | +47.2% | +46.8% |
| 1Y | +16.5% | -41.9% | +58.4% | +26.0% |
| 3Y | +31.5% | +106.8% | -75.3% | +11.5% |
| 5Y | -38.6% | +231.6% | -270.1% | -53.1% |
| 10Y | +421.0% | +258.4% | +162.5% | +269.1% |
| All | +658.1% | +132.6% | +525.5% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling